
Production planning for heat and power cogeneration
We study optimal production planning problems arising in Combined Heat and Power generation Plants (CHPP), i.e., systems where a production unit transforms gas into, at the same time, a combination of electrical power and heat, thus supplying both heating demands (of, e.g., large buildings) as well as power demands. Due to the uncertain nature of those demands, we develop robust optimization techniques to produce production plans which are feasible for a large amount of possible scenarios, as well as multistage robust optimization algorithms to produce solutions where a part of the plan can be modified after the uncertain demands are observed. We also address the extension where many CHPPs are intertwined via a heat network. This activity is deeply connected to the development of robust optimization techniques for lot sizing and supply chain problems.